Posted Apr 24, 2026
As a Quant Trader at our client, a global quantitative trading firm operating across various asset classes, your role will involve designing and implementing high-frequency trading (HFT) strategies using historical global data. You will be responsible for planning, developing, and enhancing quantitative strategies and code, as well as studying trading signals, creating predictive models, and refining existing trading strategies. Additionally, you will be involved in back testing and deploying trading models in live environments. Key Responsibilities:
Designing HFT trading strategies using historic global data. - Planning, developing, implementing, and improving quantitative strategies and code. - Studying trading signals, building predictive models, and enhancing existing trading strategies. - Back testing and implementing trading models in live environment. Qualifications and Skills Required:
Bachelor's or Master's degree in Maths, Statistics, or Financial Engineering from a Tier 1 institute. - Minimum of 2 years of relevant experience in investment banking, asset management, or hedge fund management. - Strong knowledge of Machine Learning, time-series analysis, pattern recognition, and NLP. - Excellent coding skills in Python, C++, and financial engineering. - Effective communicator with strong interpersonal skills, capable of collaborating with both technical and non-technical audiences. - Strong team player comfortable in a fast-paced front office environment. Kindly note that only shortlisted candidates will be contacted for further steps. If you do not receive a response within the next 5 business days, please consider your application for this position unsuccessful. As a Quant Trader at our client, a global quantitative trading firm operating across various asset classes, your role will involve designing and implementing high-frequency trading (HFT) strategies using historical global data. You will be responsible for planning, developing, and enhancing quantitative strategies and code, as well as studying trading signals, creating predictive models, and refining existing trading strategies. Additionally, you will be involved in back testing and deploying trading models in live environments. Key Responsibilities:
Designing HFT trading strategies using historic global data. - Planning, developing, implementing, and improving quantitative strategies and code. - Studying trading signals, building predictive models, and enhancing existing trading strategies. - Back testing and implementing trading models in live environment. Qualifications and Skills Required:
Bachelor's or Master's degree in Maths, Statistics, or Financial Engineering from a Tier 1 institute. - Minimum of 2 years of relevant experience in investment banking, asset management, or hedge fund management. - Strong knowledge of Machine Learning, time-series analysis, pattern recognition, and NLP. - Excellent coding skills in Python, C++, and financial engineering. - Effective communicator with strong interpersonal skills, capable of collaborating with both technical and non-technical audiences. - Strong team player comfortable in a fast-paced front office environment. Kindly note that only shortlisted candidates will be contacted for further steps. If you do not receive a response within the next 5 business days, please consider your application for this position unsuccessful.
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